Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.W.4: Asset-Backed Securities (ABS)

Report Date Reporting Entity PID Product Counterparty G-SIB Maturity Amount Maturity Bucket Maturity Optionality Forward Start Amount Forward Start Bucket Collateral Class Collateral Value Loss Absorbency Internal Internal Counterparty Business Line
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 17812.50 Day 23 Yes 1471.12 7-30 Days A-4-Q 19366.79 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 38642.79 Day 23 Yes 242.07 7-30 Days A-5-Q 38396.36 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 15774.96 Day 23 No 1238.01 31-90 Days CB-1-Q 13143.72 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 29384.48 Day 23 No 1231.66 <7 Days CB-2-Q 25414.04 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 11188.00 Day 23 Yes 709.86 91-180 Days S-1-Q 11215.26 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 34817.07 Day 23 Yes 1028.86 <7 Days S-2-Q 32091.32 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 25559.53 Day 23 No 1375.65 31-90 Days S-3-Q 25605.56 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 18509.20 Day 23 Yes 375.87 <7 Days S-4-Q 17290.19 None Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 28438.68 Day 23 No 1167.07 31-90 Days CB-3-Q 32010.25 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 549.30 Day 23 No 33.56 7-30 Days G-1-Q 580.81 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 19112.51 Day 23 No 8.65 <7 Days G-2-Q 16769.28 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 8334.24 Day 23 No 350.12 91-180 Days G-3-Q 9195.40 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 42524.00 Day 23 Yes 2405.11 7-30 Days S-5-Q 47622.53 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 7840.56 Day 23 No 104.18 31-90 Days S-6-Q 7123.26 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 17263.80 Day 23 No 608.79 91-180 Days S-7-Q 13869.16 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 11447.61 Day 23 Yes 424.39 31-90 Days E-1-Q 10827.29 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 19072.24 Day 23 Yes 918.75 91-180 Days E-2-Q 21117.61 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 31970.50 Day 23 Yes 27.21 91-180 Days IG-1-Q 34953.46 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 10963.82 Day 23 No 356.26 91-180 Days IG-2-Q 10348.27 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 36122.76 Day 23 Yes 1784.48 91-180 Days C-1 39686.20 None Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 28475.44 Day 23 No 1578.97 31-90 Days CB-4 24534.57 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 38904.60 Day 23 Yes 2678.97 7-30 Days E-10 39695.76 None Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 15262.39 Day 23 No 1519.15 31-90 Days E-3 13836.62 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 3162.67 Day 23 No 90.58 91-180 Days E-4 3638.70 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 31392.79 Day 23 Yes 1494.29 <7 Days E-5 35852.72 None Yes Liberty International Finance Ltd. Wholesale Lending